Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-28 0.406867 0.450797 0.499772 0.558875 0.628887 0.709970 0.812166
2025-10-05 0.363975 0.421798 0.490857 0.580923 0.697642 0.847323 1.060059
2025-10-12 0.343666 0.412875 0.500334 0.622248 0.793581 1.035832 1.425568
2025-10-19 0.310312 0.381849 0.475770 0.612942 0.817470 1.129178 1.684452
2025-10-26 0.287582 0.361249 0.461238 0.613494 0.853284 1.246179 2.023254
2025-11-02 0.263299 0.335672 0.436302 0.594345 0.853852 1.304124 2.276189
2025-11-09 0.239440 0.308430 0.406004 0.562681 0.827919 1.308438 2.419999
2025-11-16 0.225582 0.294127 0.393036 0.556128 0.842715 1.390832 2.779406
2025-11-23 0.221032 0.292718 0.398888 0.580188 0.915254 1.606781 3.614536
2025-11-30 0.211339 0.282883 0.390760 0.579564 0.941411 1.731982 4.293025
2025-12-07 0.200669 0.270812 0.378057 0.569411 0.946942 1.811356 4.892648
2025-12-14 0.190745 0.259251 0.365267 0.557658 0.947196 1.878199 5.518287
2025-12-21 0.180636 0.247313 0.351797 0.544798 0.946472 1.952428 6.328446
2025-12-28 0.178600 0.247833 0.358860 0.570894 1.036145 2.315523 9.357999
2026-01-04 0.179243 0.252598 0.373439 0.613516 1.175614 2.921759 16.759942
2026-01-11 0.171705 0.243572 0.363336 0.605409 1.188904 3.108819 21.738992
2026-01-18 0.166154 0.237486 0.357951 0.606390 1.226287 3.415794 31.717495
2026-01-25 0.158232 0.227031 0.344005 0.587747 1.206961 3.478870 38.482291
2026-02-01 0.149112 0.214178 0.325020 0.556666 1.148209 3.342846 39.058589
2026-02-08 0.144003 0.207877 0.317659 0.550247 1.158732 3.538664 55.090538
2026-02-15 0.143215 0.208840 0.323687 0.573944 1.262781 4.289716 158.759231
2026-02-22 0.139373 0.204352 0.319192 0.573336 1.293196 4.683021 387.556599
2026-03-01 0.134638 0.198107 0.310992 0.563345 1.291776 4.887816 933.150010